+142.0%
CNP vs FTV
+109.2%
+32.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +1.3% | +3.9% | -2.6% | -0.2% |
| 30D | +3.8% | +18.7% | -14.9% | -3.1% |
| 3M | +2.4% | +10.0% | -7.7% | -1.7% |
| 6M | -1.2% | +14.6% | -15.7% | -7.0% |
| YTD | +9.3% | +23.4% | -14.2% | -1.3% |
| 1Y | +6.4% | +31.3% | -24.9% | -6.5% |
| 3Y | +66.4% | +39.8% | +26.6% | +36.8% |
| 5Y | +75.7% | +17.7% | +58.0% | +54.0% |
| All | +142.0% | +109.2% | +32.7% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling